Friedland Chapter 11

[henrydingliu]

Summary of Changes

Adding a first draft of Chapter 11, which showcases the recently added TriangleWeight and DisposalRate

Unlike Chapter 6 and 7, we are using jupyter notebook, which provides richer formatting. Testing is achieved through asserts built into the notebook, though failing any assert only results in a warning.

RTD version here.

Related GitHub Issue(s)

refers #588
closes #1073 #1024

Additional Context for Reviewers

other misc edits:

• adding precision to several gl insurer dataset (use severity x count to get more decimals on loss)

• adding incremental paid severity to xyz dataset

• removing friedland_xyz_disposal (redundant)

• nan_triangle no longer returns full triangle for all patterns

• w_ is now deleted inside _drop_subtriangles

• TriangleWeight now supports full triangles

• fit_OLS is fixed inside WeightedRegression; r-squared is added

• I passed tests locally for both code (uv run pytest) and documentation changes (uv run jb build docs --builder=custom --custom-builder=doctest)

---

Note

Medium Risk
Changes nan_triangle and TriangleWeight/WeightedRegression numerics affect development weighting and regression outputs; sample schema changes may break callers that depended on old columns or friedland_xyz_disp.

Overview
Adds Friedland Chapter 11 documentation (notebook + TOC) that walks through frequency–severity techniques using TriangleWeight, DisposalRate, WeightedRegression, and related workflows, with assert-based reconciliation to textbook figures.

TriangleWeight can now be fit on full triangles (e.g. full_triangle_): n_periods uses an X.is_full path that masks older origin periods instead of valuation filtering. fit normalizes sparse inputs to numpy/cupy backends, and w_ is cleared in _drop_subtriangles like other subtriangle attrs.

WeightedRegression weighted OLS now uses proper weighted means for slope/intercept and exposes rsq_ (used in the chapter for trend R²).

nan_triangle returns all-ones only for is_ultimate, not pattern triangles—pattern triangles get the valuation-based mask again.

Sample data: richer Friedland CSVs (Reported Claims, Incremental Paid Severity, refined reported amounts), manifest updates, and removal of redundant friedland_xyz_disp / its CSV.

Minor test/style cleanups plus new TriangleWeight tests for drop_valuation and full-triangle parity.

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[github-actions]

Pyright Type Completeness

View the full pyright --verifytypes output for this commit

Project (full chainladder package, at this PR's head): 15.1% of exported symbols fully typed (209 / 1380)

	Known	Ambiguous	Unknown	Total
Project (head)	209	112	1059	1380

Other symbols referenced but not exported by chainladder: 13

	Known	Ambiguous	Unknown	Total
Other (head)	3	1	9	13

Symbols without documentation:

• Functions without docstring: 325
• Functions without default param: 0
• Classes without docstring: 10

Patch (exported symbols added or changed by this PR): 0.0% fully typed (0 / 3)

	Known	Ambiguous	Unknown	Total
Patch	0	1	2	3

Patch symbol details

Symbol	Status	Change
chainladder.utils.tests.test_utilities.test_triangleweight_drop_valuation_all	❌ unknown	new
chainladder.utils.tests.test_utilities.test_triangleweight_full_triangle	❌ unknown	new
chainladder.utils.weighted_regression.WeightedRegression.rsq_	⚠️ ambiguous	new

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.75%. Comparing base (e03d708) to head (9e98129).

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #1176      +/-   ##
==========================================
+ Coverage   91.70%   91.75%   +0.05%     
==========================================
  Files          93       93              
  Lines        5434     5447      +13     
  Branches      700      702       +2     
==========================================
+ Hits         4983     4998      +15     
+ Misses        327      326       -1     
+ Partials      124      123       -1     

Flag	Coverage Δ
unittests	91.75% <100.00%> (+0.05%)	⬆️

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Cursor Bugbot has reviewed your changes and found 1 potential issue.

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[kennethshsu]

@henrydingliu is someone reviewing this one? We waiting on something?

[henrydingliu]

is someone reviewing this one?

no

We waiting on something?

ruff just reran. will try to address it today

[kennethshsu]

Ok cool, I can review this one whenever you are ready.

I'll also work on that PR reviewer roulette so we know exactly who owns what, the currently system is so messy because we don't know who's assigned.